CRAN
glasso 1.10
Graphical Lasso: Estimation of Gaussian Graphical Models
Released Jul 13, 2018 by Rob Tibshirani
This package can be loaded by Renjin but all tests failed.
Estimation of a sparse inverse covariance matrix using a lasso (L1) penalty. Facilities are provided for estimates along a path of values for the regularization parameter.
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml
file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies> <dependency> <groupId>org.renjin.cran</groupId> <artifactId>glasso</artifactId> <version>1.10-b3</version> </dependency> </dependencies> <repositories> <repository> <id>bedatadriven</id> <name>bedatadriven public repo</name> <url>https://nexus.bedatadriven.com/content/groups/public/</url> </repository> </repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:glasso')
Test Results
This package was last tested against Renjin 0.9.2689 on Aug 26, 2018.